MAXIMUM PRODUCT OF SPACINGS ESTIMATORS FOR THE GENERALIZED PARETO ANDLOG-LOGISTIC DISTRIBUTIONS

Authors
FITZGERALD DL
Citation
Dl. Fitzgerald, MAXIMUM PRODUCT OF SPACINGS ESTIMATORS FOR THE GENERALIZED PARETO ANDLOG-LOGISTIC DISTRIBUTIONS, Stochastic hydrology and hydraulics, 10(1), 1996, pp. 1-15
Citations number
18
Categorie Soggetti
Mathematical Method, Physical Science","Water Resources","Environmental Sciences","Statistic & Probability
Journal title
Stochastic hydrology and hydraulics → ACNP
ISSN journal
09311955
Volume
10
Issue
1
Year of publication
1996
Pages
1 - 15
Database
ISI
SICI code
0931-1955(1996)10:1<1:MPOSEF>2.0.ZU;2-9
Abstract
The maximum product of spacings (MPS) method is discussed from the sta ndpoint of information theory. MPS parameter and quantile estimates fo r the generalized Pareto distribution and the two parameter log-logist ic distribution are compared with the maximum likelihood(ML) and proba bility weighted moment (PWM) estimates.